CME Pit-Traded Soybean Future July 2010
| Trading Metrics calculated at close of trading on 23-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2009 |
23-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1048-0 |
1070-0 |
22-0 |
2.1% |
1016-0 |
| High |
1055-0 |
1071-0 |
16-0 |
1.5% |
1059-0 |
| Low |
1044-4 |
1050-0 |
5-4 |
0.5% |
1010-0 |
| Close |
1053-4 |
1052-4 |
-1-0 |
-0.1% |
1053-4 |
| Range |
10-4 |
21-0 |
10-4 |
100.0% |
49-0 |
| ATR |
0-0 |
19-3 |
19-3 |
|
0-0 |
| Volume |
15,651 |
12,671 |
-2,980 |
-19.0% |
61,520 |
|
| Daily Pivots for day following 23-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1120-7 |
1107-5 |
1064-0 |
|
| R3 |
1099-7 |
1086-5 |
1058-2 |
|
| R2 |
1078-7 |
1078-7 |
1056-3 |
|
| R1 |
1065-5 |
1065-5 |
1054-3 |
1061-6 |
| PP |
1057-7 |
1057-7 |
1057-7 |
1055-7 |
| S1 |
1044-5 |
1044-5 |
1050-5 |
1040-6 |
| S2 |
1036-7 |
1036-7 |
1048-5 |
|
| S3 |
1015-7 |
1023-5 |
1046-6 |
|
| S4 |
994-7 |
1002-5 |
1041-0 |
|
|
| Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1187-7 |
1169-5 |
1080-4 |
|
| R3 |
1138-7 |
1120-5 |
1067-0 |
|
| R2 |
1089-7 |
1089-7 |
1062-4 |
|
| R1 |
1071-5 |
1071-5 |
1058-0 |
1080-6 |
| PP |
1040-7 |
1040-7 |
1040-7 |
1045-3 |
| S1 |
1022-5 |
1022-5 |
1049-0 |
1031-6 |
| S2 |
991-7 |
991-7 |
1044-4 |
|
| S3 |
942-7 |
973-5 |
1040-0 |
|
| S4 |
893-7 |
924-5 |
1026-4 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1160-2 |
|
2.618 |
1126-0 |
|
1.618 |
1105-0 |
|
1.000 |
1092-0 |
|
0.618 |
1084-0 |
|
HIGH |
1071-0 |
|
0.618 |
1063-0 |
|
0.500 |
1060-4 |
|
0.382 |
1058-0 |
|
LOW |
1050-0 |
|
0.618 |
1037-0 |
|
1.000 |
1029-0 |
|
1.618 |
1016-0 |
|
2.618 |
995-0 |
|
4.250 |
960-6 |
|
|
| Fisher Pivots for day following 23-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1060-4 |
1053-4 |
| PP |
1057-7 |
1053-1 |
| S1 |
1055-1 |
1052-7 |
|